本文整理汇总了Python中zipline.data.minute_bars.BcolzMinuteBarWriter.write_cols方法的典型用法代码示例。如果您正苦于以下问题：Python BcolzMinuteBarWriter.write_cols方法的具体用法？Python BcolzMinuteBarWriter.write_cols怎么用？Python BcolzMinuteBarWriter.write_cols使用的例子？那么恭喜您, 这里精选的方法代码示例或许可以为您提供帮助。您也可以进一步了解该方法所在类zipline.data.minute_bars.BcolzMinuteBarWriter的用法示例。
在下文中一共展示了BcolzMinuteBarWriter.write_cols方法的3个代码示例，这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞，您的评价将有助于系统推荐出更棒的Python代码示例。
示例1: BcolzMinuteBarTestCase
# 需要导入模块: from zipline.data.minute_bars import BcolzMinuteBarWriter [as 别名]
# 或者: from zipline.data.minute_bars.BcolzMinuteBarWriter import write_cols [as 别名]
#.........这里部分代码省略.........
last_date = self.writer.last_date_in_output_for_sid(sid)
self.assertEqual(last_date, TEST_CALENDAR_START)
freq = self.market_opens.index.freq
minute = self.market_opens[TEST_CALENDAR_START + freq]
minutes = date_range(minute, periods=9, freq='min')
data = DataFrame(
data={
'open': ((0b11111111111 << 52) + arange(1, 10, dtype=int64)).
view(float64),
'high': ((0b11111111111 << 52) + arange(11, 20, dtype=int64)).
view(float64),
'low': ((0b11111111111 << 52) + arange(21, 30, dtype=int64)).
view(float64),
'close': ((0b11111111111 << 52) + arange(31, 40, dtype=int64)).
view(float64),
'volume': full(9, 0),
},
index=[minutes])
self.writer.write(sid, data)
fields = ['open', 'high', 'low', 'close', 'volume']
ohlcv_window = self.reader.unadjusted_window(
fields, minutes[0], minutes[-1], [sid])
for i, field in enumerate(fields):
if field != 'volume':
assert_array_equal(full(9, nan), ohlcv_window[i][0])
else:
assert_array_equal(zeros(9), ohlcv_window[i][0])
def test_write_cols(self):
minute_0 = self.market_opens[self.test_calendar_start]
minute_1 = minute_0 + timedelta(minutes=1)
sid = 1
cols = {
'open': array([10.0, 11.0]),
'high': array([20.0, 21.0]),
'low': array([30.0, 31.0]),
'close': array([40.0, 41.0]),
'volume': array([50.0, 51.0])
}
dts = array([minute_0, minute_1], dtype='datetime64[s]')
self.writer.write_cols(sid, dts, cols)
open_price = self.reader.get_value(sid, minute_0, 'open')
self.assertEquals(10.0, open_price)
high_price = self.reader.get_value(sid, minute_0, 'high')
self.assertEquals(20.0, high_price)
low_price = self.reader.get_value(sid, minute_0, 'low')
self.assertEquals(30.0, low_price)
close_price = self.reader.get_value(sid, minute_0, 'close')
self.assertEquals(40.0, close_price)
volume_price = self.reader.get_value(sid, minute_0, 'volume')
self.assertEquals(50.0, volume_price)示例2: BcolzMinuteBarTestCase
# 需要导入模块: from zipline.data.minute_bars import BcolzMinuteBarWriter [as 别名]
# 或者: from zipline.data.minute_bars.BcolzMinuteBarWriter import write_cols [as 别名]
#.........这里部分代码省略.........
last_date = self.writer.last_date_in_output_for_sid(sid)
self.assertEqual(last_date, TEST_CALENDAR_START)
freq = self.market_opens.index.freq
minute = self.market_opens[TEST_CALENDAR_START + freq]
minutes = date_range(minute, periods=9, freq='min')
data = DataFrame(
data={
'open': ((0b11111111111 << 52) + arange(1, 10, dtype=int64)).
view(float64),
'high': ((0b11111111111 << 52) + arange(11, 20, dtype=int64)).
view(float64),
'low': ((0b11111111111 << 52) + arange(21, 30, dtype=int64)).
view(float64),
'close': ((0b11111111111 << 52) + arange(31, 40, dtype=int64)).
view(float64),
'volume': full(9, 0.0),
},
index=[minutes])
self.writer.write_sid(sid, data)
fields = ['open', 'high', 'low', 'close', 'volume']
ohlcv_window = list(map(transpose, self.reader.load_raw_arrays(
fields, minutes[0], minutes[-1], [sid],
)))
for i, field in enumerate(fields):
if field != 'volume':
assert_array_equal(full(9, nan), ohlcv_window[i][0])
else:
assert_array_equal(zeros(9), ohlcv_window[i][0])
def test_write_cols(self):
minute_0 = self.market_opens[self.test_calendar_start]
minute_1 = minute_0 + timedelta(minutes=1)
sid = 1
cols = {
'open': array([10.0, 11.0]),
'high': array([20.0, 21.0]),
'low': array([30.0, 31.0]),
'close': array([40.0, 41.0]),
'volume': array([50.0, 51.0])
}
dts = array([minute_0, minute_1], dtype='datetime64[s]')
self.writer.write_cols(sid, dts, cols)
open_price = self.reader.get_value(sid, minute_0, 'open')
self.assertEquals(10.0, open_price)
high_price = self.reader.get_value(sid, minute_0, 'high')
self.assertEquals(20.0, high_price)
low_price = self.reader.get_value(sid, minute_0, 'low')
self.assertEquals(30.0, low_price)
close_price = self.reader.get_value(sid, minute_0, 'close')
self.assertEquals(40.0, close_price)
volume_price = self.reader.get_value(sid, minute_0, 'volume')
self.assertEquals(50.0, volume_price)示例3: BcolzMinuteBarTestCase
# 需要导入模块: from zipline.data.minute_bars import BcolzMinuteBarWriter [as 别名]
# 或者: from zipline.data.minute_bars.BcolzMinuteBarWriter import write_cols [as 别名]
#.........这里部分代码省略.........
def test_pad_data(self):
"""
Test writing empty data.
"""
sid = 1
last_date = self.writer.last_date_in_output_for_sid(sid)
self.assertIs(last_date, NaT)
self.writer.pad(sid, TEST_CALENDAR_START)
last_date = self.writer.last_date_in_output_for_sid(sid)
self.assertEqual(last_date, TEST_CALENDAR_START)
freq = self.market_opens.index.freq
minute = self.market_opens[TEST_CALENDAR_START + freq]
data = DataFrame(
data={
'open': [15.0],
'high': [17.0],
'low': [11.0],
'close': [15.0],
'volume': [100.0]
},
index=[minute])
self.writer.write(sid, data)
open_price = self.reader.get_value(sid, minute, 'open')
self.assertEquals(15.0, open_price)
high_price = self.reader.get_value(sid, minute, 'high')
self.assertEquals(17.0, high_price)
low_price = self.reader.get_value(sid, minute, 'low')
self.assertEquals(11.0, low_price)
close_price = self.reader.get_value(sid, minute, 'close')
self.assertEquals(15.0, close_price)
volume_price = self.reader.get_value(sid, minute, 'volume')
self.assertEquals(100.0, volume_price)
def test_write_cols(self):
minute_0 = self.market_opens[self.test_calendar_start]
minute_1 = minute_0 + timedelta(minutes=1)
sid = 1
cols = {
'open': array([10.0, 11.0]),
'high': array([20.0, 21.0]),
'low': array([30.0, 31.0]),
'close': array([40.0, 41.0]),
'volume': array([50.0, 51.0])
}
dts = array([minute_0, minute_1], dtype='datetime64[s]')
self.writer.write_cols(sid, dts, cols)
open_price = self.reader.get_value(sid, minute_0, 'open')
self.assertEquals(10.0, open_price)
high_price = self.reader.get_value(sid, minute_0, 'high')
self.assertEquals(20.0, high_price)
low_price = self.reader.get_value(sid, minute_0, 'low')
self.assertEquals(30.0, low_price)
close_price = self.reader.get_value(sid, minute_0, 'close')
self.assertEquals(40.0, close_price)
volume_price = self.reader.get_value(sid, minute_0, 'volume')
self.assertEquals(50.0, volume_price)
open_price = self.reader.get_value(sid, minute_1, 'open')
self.assertEquals(11.0, open_price)
high_price = self.reader.get_value(sid, minute_1, 'high')
self.assertEquals(21.0, high_price)
low_price = self.reader.get_value(sid, minute_1, 'low')
self.assertEquals(31.0, low_price)
close_price = self.reader.get_value(sid, minute_1, 'close')
self.assertEquals(41.0, close_price)
volume_price = self.reader.get_value(sid, minute_1, 'volume')
self.assertEquals(51.0, volume_price)